CME Swiss Franc Future December 2024
| Trading Metrics calculated at close of trading on 18-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2024 |
18-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1465 |
1.1500 |
0.0035 |
0.3% |
1.1396 |
| High |
1.1474 |
1.1560 |
0.0086 |
0.7% |
1.1490 |
| Low |
1.1443 |
1.1493 |
0.0050 |
0.4% |
1.1380 |
| Close |
1.1474 |
1.1553 |
0.0079 |
0.7% |
1.1471 |
| Range |
0.0032 |
0.0068 |
0.0036 |
114.3% |
0.0110 |
| ATR |
0.0048 |
0.0050 |
0.0003 |
5.8% |
0.0000 |
| Volume |
3 |
21 |
18 |
600.0% |
378 |
|
| Daily Pivots for day following 18-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1738 |
1.1713 |
1.1590 |
|
| R3 |
1.1670 |
1.1645 |
1.1572 |
|
| R2 |
1.1603 |
1.1603 |
1.1565 |
|
| R1 |
1.1578 |
1.1578 |
1.1559 |
1.1590 |
| PP |
1.1535 |
1.1535 |
1.1535 |
1.1541 |
| S1 |
1.1510 |
1.1510 |
1.1547 |
1.1523 |
| S2 |
1.1468 |
1.1468 |
1.1541 |
|
| S3 |
1.1400 |
1.1443 |
1.1534 |
|
| S4 |
1.1333 |
1.1375 |
1.1516 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1777 |
1.1734 |
1.1532 |
|
| R3 |
1.1667 |
1.1624 |
1.1501 |
|
| R2 |
1.1557 |
1.1557 |
1.1491 |
|
| R1 |
1.1514 |
1.1514 |
1.1481 |
1.1536 |
| PP |
1.1447 |
1.1447 |
1.1447 |
1.1458 |
| S1 |
1.1404 |
1.1404 |
1.1461 |
1.1426 |
| S2 |
1.1337 |
1.1337 |
1.1451 |
|
| S3 |
1.1227 |
1.1294 |
1.1441 |
|
| S4 |
1.1117 |
1.1184 |
1.1411 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1560 |
1.1414 |
0.0146 |
1.3% |
0.0048 |
0.4% |
95% |
True |
False |
11 |
| 10 |
1.1560 |
1.1380 |
0.0180 |
1.6% |
0.0038 |
0.3% |
96% |
True |
False |
54 |
| 20 |
1.1560 |
1.1180 |
0.0380 |
3.3% |
0.0024 |
0.2% |
98% |
True |
False |
27 |
| 40 |
1.1560 |
1.1140 |
0.0420 |
3.6% |
0.0021 |
0.2% |
98% |
True |
False |
14 |
| 60 |
1.1560 |
1.1140 |
0.0420 |
3.6% |
0.0024 |
0.2% |
98% |
True |
False |
10 |
| 80 |
1.1768 |
1.1140 |
0.0628 |
5.4% |
0.0024 |
0.2% |
66% |
False |
False |
8 |
| 100 |
1.2055 |
1.1140 |
0.0915 |
7.9% |
0.0026 |
0.2% |
45% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1847 |
|
2.618 |
1.1737 |
|
1.618 |
1.1669 |
|
1.000 |
1.1628 |
|
0.618 |
1.1602 |
|
HIGH |
1.1560 |
|
0.618 |
1.1534 |
|
0.500 |
1.1526 |
|
0.382 |
1.1518 |
|
LOW |
1.1493 |
|
0.618 |
1.1451 |
|
1.000 |
1.1425 |
|
1.618 |
1.1383 |
|
2.618 |
1.1316 |
|
4.250 |
1.1206 |
|
|
| Fisher Pivots for day following 18-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1544 |
1.1531 |
| PP |
1.1535 |
1.1510 |
| S1 |
1.1526 |
1.1488 |
|